Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661447.9231 | 558523.1714 | 102924.7517 | 599292.7113 | 711167.6865 | -111874.9752 |
Total P&L (%) | 661.4479 | 558.5232 | 102.9248 | 599.2927 | 711.1677 | -111.875 |
Avg Daily Profit (%) | 0.2782 | 0.2349 | 0.0433 | 0.0818 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104205 | -83120 | -107494 | -869959 | -617266 | -650885 |
Profit Factor | 2.2894 | 3.0693 | 1.4234 | 1.2035 | 1.4491 | 0.9178 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 52.5862 | 48.2759 | 56.8966 | 52.5862 | 48.2759 | 56.8966 |
Ratio Avg Win / Avg Loss | 2.0642 | 3.2885 | 1.0783 | 1.0851 | 1.5526 | 0.6953 |
Largest Winning Trade | 451103 | 451103 | 69139 | 934141 | 934141 | 318217 |
Largest Losing Trade | -45483 | -26748 | -45483 | -352610 | -274747 | -352610 |
Avg Bars in Trades | 55 | 39 | 71 | 55 | 39 | 71 |
Avg Bars in Winners | 83 | 55 | 107 | 83 | 55 | 107 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 6449 | 2313 | 4136 | 6449 | 2313 | 4136 |
Profit Streak | 0 | 0 | 248.1212 | 0 | 0 | 248.1212 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493477 | -166526 | -312830 | -83157 | -253586 | -759349 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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